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Vincent Glode

Personal Details

First Name:Vincent
Middle Name:
Last Name:Glode
Suffix:
RePEc Short-ID:pgl51
http://www.vincentglode.com
Terminal Degree:2009 Department of Economics; Tepper School of Business Administration; Carnegie Mellon University (from RePEc Genealogy)

Affiliation

Finance Department
Wharton School of Business
University of Pennsylvania

Philadelphia, Pennsylvania (United States)
http://finance.wharton.upenn.edu/

: 215.898.7622
215.898.6200
2300 Steinberg Hall - Dietrich Hall, 3620 Locust Walk, Philadelphia, PA 19104-6367
RePEc:edi:fdupaus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Christian Opp & Vincent Glode, 2016. "(De)centralizing Trade," 2016 Meeting Papers 1591, Society for Economic Dynamics.
  2. Vincent Glode & Christian Opp, 2013. "Intermediating Adverse Selection," 2013 Meeting Papers 119, Society for Economic Dynamics.
  3. Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Discussion Paper 2010-87S, Tilburg University, Center for Economic Research.
  4. Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2009. "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," NBER Working Papers 15038, National Bureau of Economic Research, Inc.

Articles

  1. Vincent Glode & Christian Opp, 2016. "Asymmetric Information and Intermediation Chains," American Economic Review, American Economic Association, vol. 106(9), pages 2699-2721, September.
  2. Vincent Glode & Richard Lowery, 2016. "Compensating Financial Experts," Journal of Finance, American Finance Association, vol. 71(6), pages 2781-2808, December.
  3. Philip Bond & Vincent Glode, 2014. "Editor's Choice The Labor Market for Bankers and Regulators," Review of Financial Studies, Society for Financial Studies, vol. 27(9), pages 2539-2579.
  4. Vincent Glode & Richard C. Green & Richard Lowery, 2012. "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, vol. 67(5), pages 1723-1759, October.
  5. Glode, Vincent & Green, Richard C., 2011. "Information spillovers and performance persistence for hedge funds," Journal of Financial Economics, Elsevier, vol. 101(1), pages 1-17, July.
  6. Glode, Vincent, 2011. "Why mutual funds "underperform"," Journal of Financial Economics, Elsevier, vol. 99(3), pages 546-559, March.

Chapters

  1. Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2016. "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," World Scientific Book Chapters,in: Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?, chapter 3, pages 67-113 World Scientific Publishing Co. Pte. Ltd..

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Vincent Glode & Christian Opp, 2013. "Intermediating Adverse Selection," 2013 Meeting Papers 119, Society for Economic Dynamics.

    Cited by:

    1. Donaldson, Jason & Micheler, Eva, 2016. "Resaleable debt and systemic risk," LSE Research Online Documents on Economics 66042, London School of Economics and Political Science, LSE Library.

  2. Glode, V. & Green, R.C. & Lowery, R., 2010. "Financial Expertise as an Arms Race," Discussion Paper 2010-87S, Tilburg University, Center for Economic Research.

    Cited by:

    1. Maria Chaderina & Richard C. Green, 2014. "Predators and Prey on Wall Street," Review of Asset Pricing Studies, Oxford University Press, vol. 4(1), pages 1-38.
    2. Richard Lowery & Tim Landvoigt, 2016. "Financial Industry Dynamics," 2016 Meeting Papers 1248, Society for Economic Dynamics.
    3. Lei Zhang & Hanno Lustig & Andrea Eisfeldt, 2013. "Financial Expertise and Asset Prices," 2013 Meeting Papers 1347, Society for Economic Dynamics.
    4. Maryam Farboodi & Laura Veldkamp, 2017. "Long Run Growth of Financial Technology," NBER Working Papers 23457, National Bureau of Economic Research, Inc.
    5. Kartik Anand & James Chapman & Prasanna Gai, 2012. "Covered bonds, core markets, and financial stability," SFB 649 Discussion Papers SFB649DP2012-065, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    6. Zhaohui Chen & Alan D. Morrison & William J. Wilhelm Jr., 2014. "Investment Bank Reputation and “Star” Cultures," Review of Corporate Finance Studies, Oxford University Press, vol. 2(2), pages 129-153.
    7. Marco Di Maggio & Marco Pagano, 2012. "Financial Disclosure and Market Transparency with Costly Information Processing," EIEF Working Papers Series 1212, Einaudi Institute for Economics and Finance (EIEF), revised May 2014.
    8. Thomas Philippon, 2016. "The FinTech Opportunity," NBER Working Papers 22476, National Bureau of Economic Research, Inc.
    9. Eden, Maya, 2012. "Should Wall-Street be occupied ? an overlooked price externality of financial intermediation," Policy Research Working Paper Series 6059, The World Bank.
    10. Thomas Philippon, 2012. "Has the U.S. Finance Industry Become Less Efficient? On the Theory and Measurement of Financial Intermediation," NBER Working Papers 18077, National Bureau of Economic Research, Inc.
    11. Donnelly, Catherine & Guillén, Montserrat & Nielsen, Jens Perch, 2014. "Bringing cost transparency to the life annuity market," Insurance: Mathematics and Economics, Elsevier, vol. 56(C), pages 14-27.
    12. Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2011. "Cream Skimming in Financial Markets," NBER Working Papers 16804, National Bureau of Economic Research, Inc.
    13. Biais, Bruno & Foucault, Thierry & Moinas, Sophie, 2013. "Equilibrium Fast Trading," TSE Working Papers 13-387, Toulouse School of Economics (TSE), revised Sep 2014.
    14. Maya Eden, 2016. "Excessive Financing Costs in a Representative Agent Framework," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(2), pages 215-237, April.
    15. Axelson, Ulf & Bond, Philip, 2015. "Wall Street occupations," LSE Research Online Documents on Economics 37448, London School of Economics and Political Science, LSE Library.
    16. Delaney, L., 2016. "Equilibrium Investment in High Frequency Trading Technology: A Real Options Approach," Working Papers 15/14, Department of Economics, City University London.
    17. Bond, Philip & Leitner, Yaron, 2015. "Market run-ups, market freezes, inventories, and leverage," Journal of Financial Economics, Elsevier, vol. 115(1), pages 155-167.
    18. Axel Wieneke, 2016. "Better Financial Innovation via Innovative Finance of Supervisors," Economic Papers, The Economic Society of Australia, vol. 35(1), pages 16-23, March.
    19. Pablo Kurlat, 2016. "The Social Value of Financial Expertise," NBER Working Papers 22047, National Bureau of Economic Research, Inc.
    20. Garvey, John & Gallagher, Liam A., 2013. "The economics of data: Using simple model-free volatility in a high-frequency world," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 370-379.
    21. Philip Bond & Yaron Leitner, 2013. "Market run-ups, market freezes, inventories, and leverage," Working Papers 13-14, Federal Reserve Bank of Philadelphia, revised 04 Feb 2014.
    22. Biais, Bruno & Bisière, Christophe & Bouvard, Matthieu & Casamatta, Catherine, 2017. "The blockchain folk theorem," IDEI Working Papers 873, Institut d'Économie Industrielle (IDEI), Toulouse, revised Nov 2017.
    23. Stefan Arping, 2013. "Proprietary Trading and the Real Economy," Tinbergen Institute Discussion Papers 13-032/IV/DSF52, Tinbergen Institute.
    24. Andrea L. Eisfeldt & Hanno Lustig & Lei Zhang, 2017. "Complex Asset Markets," NBER Working Papers 23476, National Bureau of Economic Research, Inc.
    25. Pablo Kurlat, 2017. "The Social Value of Financial Expertise," 2017 Meeting Papers 134, Society for Economic Dynamics.
    26. Laura Veldkamp & Maryam Farboodi, 2016. "The Long-Run Evolution of the Financial Sector," 2016 Meeting Papers 530, Society for Economic Dynamics.
    27. Adam Zawadowski & Peter Kondor, 2016. "Learning in Crowded Markets," 2016 Meeting Papers 338, Society for Economic Dynamics.
    28. Gormley, Todd A., 2014. "Costly information, entry, and credit access," Journal of Economic Theory, Elsevier, vol. 154(C), pages 633-667.
    29. Glode, Vincent & Opp, Christian C. & Zhang, Xingtan, 2018. "Voluntary disclosure in bilateral transactions," Journal of Economic Theory, Elsevier, vol. 175(C), pages 652-688.

  3. Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2009. "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," NBER Working Papers 15038, National Bureau of Economic Research, Inc.

    Cited by:

    1. Narulita, Wista A. & Parwada, Jerry T., 2012. "Evolution of a mutual fund market: Empirical analysis of simultaneous growth and decline by fund category in Indonesia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1217-1236.
    2. Glode, Vincent, 2011. "Why mutual funds "underperform"," Journal of Financial Economics, Elsevier, vol. 99(3), pages 546-559, March.
    3. Salganik, G., 2010. "Essays on investment flows of hedge fund and mutual fund investors," Other publications TiSEM e5953fbe-064e-4647-9353-0, Tilburg University, School of Economics and Management.
    4. Badrinath, S.G. & Gubellini, S., 2011. "On the characteristics and performance of long-short, market-neutral and bear mutual funds," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1762-1776, July.
    5. Zhou, Haoyong & He, Fan & Wang, Yangbo, 2017. "Did family firms perform better during the financial crisis? New insights from the S&P 500 firms," Global Finance Journal, Elsevier, vol. 33(C), pages 88-103.

Articles

  1. Vincent Glode & Christian Opp, 2016. "Asymmetric Information and Intermediation Chains," American Economic Review, American Economic Association, vol. 106(9), pages 2699-2721, September.

    Cited by:

    1. Gofman, Michael, 2017. "Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions," Journal of Financial Economics, Elsevier, vol. 124(1), pages 113-146.
    2. Donaldson, Jason Roderick & Micheler, Eva, 2018. "Resaleable debt and systemic risk," Journal of Financial Economics, Elsevier, vol. 127(3), pages 485-504.
    3. Glode, Vincent & Opp, Christian C. & Zhang, Xingtan, 2018. "Voluntary disclosure in bilateral transactions," Journal of Economic Theory, Elsevier, vol. 175(C), pages 652-688.

  2. Vincent Glode & Richard Lowery, 2016. "Compensating Financial Experts," Journal of Finance, American Finance Association, vol. 71(6), pages 2781-2808, December.

    Cited by:

    1. Casey Rothschild & Florian Scheuer, 2016. "Optimal Taxation with Rent-Seeking," Review of Economic Studies, Oxford University Press, vol. 83(3), pages 1225-1262.
    2. Giovanni MARIN & Francesco Vona, 2017. "Finance and the Misallocation of Scientific, Engineering and Mathematical Talent," Sciences Po publications 27, Sciences Po.
    3. Casey Rothschild & Florian Scheuer, 2015. "A Theory of Income Taxation under Multidimensional Skill Heterogeneity," CESifo Working Paper Series 5165, CESifo Group Munich.
    4. Richard Lowery & Tim Landvoigt, 2016. "Financial Industry Dynamics," 2016 Meeting Papers 1248, Society for Economic Dynamics.
    5. Francesco D'Acunto & Laurent Frésard, 2018. "Finance, Talent Allocation, and Growth," CESifo Working Paper Series 6883, CESifo Group Munich.

  3. Philip Bond & Vincent Glode, 2014. "Editor's Choice The Labor Market for Bankers and Regulators," Review of Financial Studies, Society for Financial Studies, vol. 27(9), pages 2539-2579.

    Cited by:

    1. Cornaggia, Jess & Cornaggia, Kimberly J. & Xia, Han, 2016. "Revolving doors on Wall Street," Journal of Financial Economics, Elsevier, vol. 120(2), pages 400-419.
    2. Axel Wieneke, 2016. "Better Financial Innovation via Innovative Finance of Supervisors," Economic Papers, The Economic Society of Australia, vol. 35(1), pages 16-23, March.
    3. Barbosa, Klenio & Straub, Stéphane, 2017. "The Value of Revolving Doors in Public Procurement," TSE Working Papers 17-873, Toulouse School of Economics (TSE).

  4. Vincent Glode & Richard C. Green & Richard Lowery, 2012. "Financial Expertise as an Arms Race," Journal of Finance, American Finance Association, vol. 67(5), pages 1723-1759, October.
    See citations under working paper version above.
  5. Glode, Vincent & Green, Richard C., 2011. "Information spillovers and performance persistence for hedge funds," Journal of Financial Economics, Elsevier, vol. 101(1), pages 1-17, July.

    Cited by:

    1. Vigile Marie Fabella & Georgi Kocharkov, 2016. "From planning to chaos to market: Ethnic inequality in Bulgaria," Working Paper Series of the Department of Economics, University of Konstanz 2016-08, Department of Economics, University of Konstanz.
    2. Korteweg, Arthur & Sorensen, Morten, 2017. "Skill and luck in private equity performance," Journal of Financial Economics, Elsevier, vol. 124(3), pages 535-562.
    3. Florencio Lopez-de-Silanes & Ludovic Phalippou & Oliver Gottschalg, 2011. "Giants at the Gate: On the Cross-Section of Private Equity Investment Returns," Tinbergen Institute Discussion Papers 11-035/2/DSF12, Tinbergen Institute.
    4. Zheng Sun & Ashley W. Wang & Lu Zheng, 2016. "Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions," Finance and Economics Discussion Series 2016-030, Board of Governors of the Federal Reserve System (U.S.).
    5. Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," Working Papers 2010-001, Becker Friedman Institute for Research In Economics.
    6. Jackwerth, Jens Carsten & Slavutskaya, Anna, 2016. "The total benefit of alternative assets to pension fund portfolios," Journal of Financial Markets, Elsevier, vol. 31(C), pages 25-42.
    7. Morten Sorensen & Neng Wang & Jinqiang Yang, 2013. "Valuing Private Equity," NBER Working Papers 19612, National Bureau of Economic Research, Inc.
    8. Gupta-Mukherjee, Swasti, 2013. "When active fund managers deviate from their peers: Implications for fund performance," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1286-1305.
    9. Marquez, Robert & Nanda, Vikram & Yavuz, M. Deniz, 2010. "Private Equity Fund Returns: Do Managers Actually Leave Money on the Table?," Working Papers 10-24, University of Pennsylvania, Wharton School, Weiss Center.
    10. Mila Getmansky & Peter A. Lee & Andrew W. Lo, 2015. "Hedge Funds: A Dynamic Industry In Transition," NBER Working Papers 21449, National Bureau of Economic Research, Inc.

  6. Glode, Vincent, 2011. "Why mutual funds "underperform"," Journal of Financial Economics, Elsevier, vol. 99(3), pages 546-559, March.

    Cited by:

    1. Schmalz, Martin & Zhuk, Sergey, 2018. "Revealing Downturns," CEPR Discussion Papers 12597, C.E.P.R. Discussion Papers.
    2. Diane Del Guercio & Jonathan Reuter, 2011. "Mutual Fund Performance and the Incentive to Generate Alpha," NBER Working Papers 17491, National Bureau of Economic Research, Inc.
    3. Maria Chaderina & Richard C. Green, 2014. "Predators and Prey on Wall Street," Review of Asset Pricing Studies, Oxford University Press, vol. 4(1), pages 1-38.
    4. Nelson Areal & Maria Cortez & Florinda Silva, 2013. "The conditional performance of US mutual funds over different market regimes: do different types of ethical screens matter?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 397-429, December.
    5. Savov, Alexi, 2014. "The price of skill: Performance evaluation by households," Journal of Financial Economics, Elsevier, vol. 112(2), pages 213-231.
    6. Ferson, Wayne E., 2013. "Investment Performance: A Review and Synthesis," Handbook of the Economics of Finance, Elsevier.
    7. Wayne E. Ferson & Jerchern Lin, 2013. "Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity," NBER Working Papers 19349, National Bureau of Economic Research, Inc.
    8. Oueslati, Abdelmonem & Hammami, Yacine & Jilani, Faouzi, 2014. "The timing ability and global performance of Tunisian mutual fund managers: A multivariate GARCH approach," Research in International Business and Finance, Elsevier, vol. 31(C), pages 57-73.
    9. Ahmed El-Masry & Dalia El-Mosallamy & Juan Carlos Matallín-Sáez & Emili Tortosa-Ausina, 2015. "Mutual Fund Performance in MENA Countries: Environmental Conditions and Fund Characteristics," Working Papers 2015/02, Economics Department, Universitat Jaume I, Castellón (Spain).
    10. Aiken, Adam L. & Kilic, Osman & Reid, Sean, 2016. "Can hedge funds time global equity markets? Evidence from emerging markets," Review of Financial Economics, Elsevier, vol. 29(C), pages 2-11.
    11. Kacperczyk, Marcin & van Nieuwerburgh, Stijn & Veldkamp, Laura, 2012. "Time-Varying Fund Manager Skill," CEPR Discussion Papers 9025, C.E.P.R. Discussion Papers.
    12. Paulo Leite & Manuel Rocha Armada, 2017. "Bond Fund Performance During Recessions and Expansions: Empirical Evidence from a Small Market," International Review of Finance, International Review of Finance Ltd., vol. 17(1), pages 163-170, March.
    13. Ron Kaniel & Péter Kondor, 2013. "The Delegated Lucas Tree," Review of Financial Studies, Society for Financial Studies, vol. 26(4), pages 929-984.
    14. Ľuboš Pástor & Robert F. Stambaugh & Lucian A. Taylor, 2017. "Do Funds Make More When They Trade More?," Journal of Finance, American Finance Association, vol. 72(4), pages 1483-1528, August.
    15. Ling, Aifan & Sun, Jie & Yang, Xiaoguang, 2014. "Robust tracking error portfolio selection with worst-case downside risk measures," Journal of Economic Dynamics and Control, Elsevier, vol. 39(C), pages 178-207.
    16. Namvar, Ethan & Phillips, Blake & Pukthuanthong, Kuntara & Raghavendra Rau, P., 2016. "Do hedge funds dynamically manage systematic risk?," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 1-15.
    17. Laborda, Ricardo & Muñoz, Fernando, 2016. "Optimal allocation of government bond funds through the business cycle. Is money smart?," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 46-67.
    18. Elton, Edwin J. & Gruber, Martin J., 2013. "Mutual Funds," Handbook of the Economics of Finance, Elsevier.
    19. El-Masry, Ahmed A. & de Mingo-López, Diego Víctor & Matallín-Sáez, Juan Carlos & Tortosa-Ausina, Emili, 2016. "Environmental conditions, fund characteristics, and Islamic orientation: An analysis of mutual fund performance for the MENA region," Journal of Economic Behavior & Organization, Elsevier, vol. 132(S), pages 174-197.
    20. Goncalves-Pinto, Luis & Sotes-Paladino, Juan & Xu, Jing, 2018. "The invisible hand of internal markets in mutual fund families," Journal of Banking & Finance, Elsevier, vol. 89(C), pages 105-124.
    21. Cheng, Si & Massa, Massimo & Zhang, Hong, 2015. "Short-Sale Constraints and the Pricing of Managerial Skills," CEPR Discussion Papers 10447, C.E.P.R. Discussion Papers.
    22. Diane Del Guercio & Jonathan Reuter & Paula A. Tkac, 2010. "Broker Incentives and Mutual Fund Market Segmentation," NBER Working Papers 16312, National Bureau of Economic Research, Inc.
    23. Tariq Haque & Abdullahi D. Ahmed, 2015. "The Relationship between Australian Mutual Fund Fees and Risk-Adjusted Performance in Differing Economic Conditions," Australian Economic Papers, Wiley Blackwell, vol. 54(1), pages 1-21, March.
    24. Alda, Mercedes & Andreu, Laura & Sarto, José Luis, 2017. "Learning about individual managers’ performance in UK pension funds: The importance of specialization," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 654-667.
    25. Zheng Sun & Ashley W. Wang & Lu Zheng, 2016. "Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions," Finance and Economics Discussion Series 2016-030, Board of Governors of the Federal Reserve System (U.S.).
    26. Lubos Pastor & Robert F. Stambaugh, 2010. "On the Size of the Active Management Industry," Working Papers 2010-001, Becker Friedman Institute for Research In Economics.
    27. Habib, Michel Antoine & Johnsen, D. Bruce, 2015. "The quality-assuring role of mutual fund advisory fees," CEPR Discussion Papers 10438, C.E.P.R. Discussion Papers.
    28. Fink, Christopher & Raatz, Katharina & Weigert, Florian, 2014. "Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence," Working Papers on Finance 1415, University of St. Gallen, School of Finance.
    29. Barth, Daniel, 2014. "The costs and beliefs impliedby direct stock ownership," Working Paper Series 1657, European Central Bank.
    30. Leite, Paulo & Cortez, Maria Céu, 2015. "Performance of European socially responsible funds during market crises: Evidence from France," International Review of Financial Analysis, Elsevier, vol. 40(C), pages 132-141.
    31. Massa, Massimo & Wang, Chengwei & Zhang, Hong & Zhang, Jian, 2015. "Investing in Low-Trust Countries: Trust in the Global Mutual Fund Industry," CEPR Discussion Papers 10472, C.E.P.R. Discussion Papers.
    32. Reboredo, Juan C. & Quintela, Miguel & Otero, Luis A., 2017. "Do investors pay a premium for going green? Evidence from alternative energy mutual funds," Renewable and Sustainable Energy Reviews, Elsevier, vol. 73(C), pages 512-520.
    33. Hammami, Yacine & Oueslati, Abdelmonem, 2017. "Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 15-31.
    34. Mikhail Simutin, 2014. "Cash Holdings and Mutual Fund Performance," Review of Finance, European Finance Association, vol. 18(4), pages 1425-1464.
    35. Mason, Andrew & Agyei-Ampomah, Sam & Skinner, Frank, 2016. "Realism, skill, and incentives: Current and future trends in investment management and investment performance," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 31-40.
    36. Habib, Michel A. & Johnsen, D. Bruce, 2016. "The quality-assuring role of mutual fund advisory fees," International Review of Law and Economics, Elsevier, vol. 46(C), pages 1-19.
    37. Hitesh Doshi & Redouane Elkamhi & Mikhail Simutin, 2015. "Managerial Activeness and Mutual Fund Performance," Review of Asset Pricing Studies, Oxford University Press, vol. 5(2), pages 156-184.
    38. Soler-Domínguez, Amparo & Matallín-Sáez, Juan Carlos, 2016. "Socially (ir)responsible investing? The performance of the VICEX Fund from a business cycle perspective," Finance Research Letters, Elsevier, vol. 16(C), pages 190-195.
    39. Nofsinger, John & Varma, Abhishek, 2014. "Socially responsible funds and market crises," Journal of Banking & Finance, Elsevier, vol. 48(C), pages 180-193.
    40. Mamatzakis, E & Babalos, Vassilios & filipas, n, 2013. "Fund Performance Evaluation in Greece Revisited: Evidence from the Impact of Operational Attributes," MPRA Paper 51640, University Library of Munich, Germany.
    41. André de Souza & Anthony W. Lynch, 2012. "Does Mutual Fund Performance Vary over the Business Cycle?," NBER Working Papers 18137, National Bureau of Economic Research, Inc.
    42. Huang, Jing-Zhi & Wang, Ying, 2013. "Should investors invest in hedge fund-like mutual funds? Evidence from the 2007 financial crisis," Journal of Financial Intermediation, Elsevier, vol. 22(3), pages 482-512.
    43. Brown, Stephen J. & Sotes-Paladino, Juan & Wang, Jiaguo(George) & Yao, Yaqiong, 2017. "Starting on the wrong foot: Seasonality in mutual fund performance," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 133-150.
    44. Robert F. Stambaugh, 2014. "Investment Noise and Trends," NBER Working Papers 20072, National Bureau of Economic Research, Inc.
    45. Laura Andreu & Lydia Mateos & José Luis Sarto, 2017. "The Value Added by Trading Based on Valuation Criteria," International Review of Finance, International Review of Finance Ltd., vol. 17(3), pages 327-352, September.

Chapters

  1. Vincent Glode & Burton Hollifield & Marcin Kacperczyk & Shimon Kogan, 2016. "Is Investor Rationality Time Varying? Evidence from the Mutual Fund Industry," World Scientific Book Chapters,in: Behavioral Finance WHERE DO INVESTORS' BIASES COME FROM?, chapter 3, pages 67-113 World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CDM: Collective Decision-Making (1) 2013-08-31. Author is listed
  2. NEP-CTA: Contract Theory & Applications (1) 2013-08-31. Author is listed
  3. NEP-MIC: Microeconomics (1) 2013-08-31. Author is listed
  4. NEP-MST: Market Microstructure (1) 2013-08-31. Author is listed
  5. NEP-REG: Regulation (1) 2013-08-31. Author is listed

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